Module unified_data_impl

Unified Data Structures Implementation

This module provides the implementation of unified data structures that work across all trading modes (backtest, paper trading, live trading) to ensure consistent strategy execution and seamless transitions between modes.

Structs

ApiConfig

API configuration for live trading

FundingPayment

Funding payment information

MarketData

Market data structure for real-time data

OrderBookLevel

Order book level (price and quantity)

OrderBookSnapshot

Order book snapshot

OrderRequest

Order request across all trading modes

OrderResult

Order result across all trading modes

Position

Position information across all trading modes

RiskConfig

Risk management configuration

Signal

Trading signal

SlippageConfig

Slippage simulation configuration for paper trading

Trade

Trade information

TradingConfig

Trading configuration

Enums

OrderSide

Order side (buy/sell)

OrderStatus

Order status

OrderType

Order type

SignalDirection

Trading signal direction

TimeInForce

Time in force policy

Traits

TradingStrategy

Trading strategy trait for unified strategy execution across all modes